+154.9%
ETR vs PEGA
+44.0%
+110.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +2.6% | -8.2% | +10.8% | +2.7% |
| 30D | +8.7% | -11.6% | +20.2% | +8.9% |
| 3M | +6.4% | -4.2% | +10.5% | +6.4% |
| 6M | +0.7% | -12.0% | +12.7% | +0.9% |
| YTD | +23.0% | -46.9% | +70.0% | +25.9% |
| 1Y | +17.9% | -47.0% | +64.9% | +20.6% |
| 3Y | +154.9% | +40.9% | +114.0% | +142.9% |
| All | +154.9% | +44.0% | +110.9% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling